John H. Cochrane : Citation Profile

Are you John H. Cochrane?

Stanford University (82% share)
National Bureau of Economic Research (NBER) (9% share)
Stanford University (2% share)
Cato Institute (3% share)

37

H index

54

i10 index

11276

Citations

RESEARCH PRODUCTION:

51

Articles

69

Papers

1

Books

8

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   34 years (1988 - 2022). See details.
   Cites by year: 331
   Journals where John H. Cochrane has often published
   Relations with other researchers
   Recent citing documents: 573.    Total self citations: 52 (0.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco57
   Updated: 2023-11-04    RAS profile: 2021-08-27    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with John H. Cochrane.

Is cited by:

Zhang, Lu (66)

Lettau, Martin (64)

Bekaert, Geert (61)

Lustig, Hanno (50)

Van Nieuwerburgh, Stijn (48)

Wachter, Jessica (47)

Swanson, Eric (44)

Schrimpf, Andreas (44)

Nagel, Stefan (43)

Campbell, John (43)

Leeper, Eric (40)

Cites to:

Campbell, John (87)

Shiller, Robert (42)

Fama, Eugene (33)

Hansen, Lars (32)

French, Kenneth (32)

Woodford, Michael (29)

Lucas, Robert (24)

Piazzesi, Monika (24)

Sargent, Thomas (20)

Eichenbaum, Martin (18)

Christiano, Lawrence (17)

Main data

Where John H. Cochrane has published?

Journals with more than one article published# docs
Journal of Political Economy9
Journal of Monetary Economics5
Journal of Finance4
Journal of Economic Dynamics and Control3
American Economic Review3
Review of Financial Studies3
Economic Perspectives3
Review of Economic Dynamics2
Foundations and Trends(R) in Finance2
European Economic Review2
Review2
Journal of Applied Corporate Finance2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc49
University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA3
Economics Working Papers / Hoover Institution, Stanford University2
Scholarly Articles / Harvard University Department of Economics2

Recent works citing John H. Cochrane (2023 and 2022)

YearTitle of citing document
2022A Tutorial on the Generalized Method of Moments (GMM) in Finance. (2022). Astorino, Paula ; de Genaro, Alan. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:sup2022:1527.

Full description at Econpapers || Download paper

2022Asset Price Booms and Macroeconomic Policy: A Risk-Shifting Approach. (2022). Gale, Douglas ; Barlevy, Gadi ; Allen, Franklin. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:2:p:243-80.

Full description at Econpapers || Download paper

2022Overreaction and Diagnostic Expectations in Macroeconomics. (2022). Shleifer, Andrei ; Gennaioli, Nicola ; Bordalo, Pedro. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:3:p:223-44.

Full description at Econpapers || Download paper

2023Expectations, self-fulfilling prophecies and the business cycle. (2023). Venditti, Alain ; Nishimura, Kazuo ; Dufourt, Frédéric. In: AMSE Working Papers. RePEc:aim:wpaimx:2234.

Full description at Econpapers || Download paper

2022The risk premium in New Keynesian DSGE models: the cost of inflation channel. (2022). Wouters, Rafael ; Tretiakov, Pavel ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022008.

Full description at Econpapers || Download paper

2022Is There a Stable Relationship between Unemployment and Future Inflation?. (2022). Kulish, Mariano ; Jones, Callum ; Nicolini, Juan Pablo ; Fitzgerald, Terry. In: Working Papers. RePEc:aoz:wpaper:159.

Full description at Econpapers || Download paper

2023Simulations in Models with Heterogeneous Agents, Incomplete Markets and Aggregate Uncertainty. (2023). Pierri, Damian. In: Working Papers. RePEc:aoz:wpaper:259.

Full description at Econpapers || Download paper

2023Consumption smoothing in the working-class households of interwar Japan. (2019). Ogasawara, Kota. In: Papers. RePEc:arx:papers:1807.05737.

Full description at Econpapers || Download paper

2022Robustness of Delta hedging in a jump-diffusion model. (2019). Stadje, Mitja ; Bosserhoff, Frank. In: Papers. RePEc:arx:papers:1910.08946.

Full description at Econpapers || Download paper

2022High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151.

Full description at Econpapers || Download paper

2022A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims. (2020). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Papers. RePEc:arx:papers:2006.15312.

Full description at Econpapers || Download paper

2022Permutation-based tests for discontinuities in event studies. (2020). Li, Jia ; Bugni, Federico A. In: Papers. RePEc:arx:papers:2007.09837.

Full description at Econpapers || Download paper

2022Market-consistent pricing with acceptable risk. (2020). Munari, Cosimo ; Arduca, Maria. In: Papers. RePEc:arx:papers:2012.08351.

Full description at Econpapers || Download paper

2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

Full description at Econpapers || Download paper

2022Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia. (2021). Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2108.10250.

Full description at Econpapers || Download paper

2022Deep Signature FBSDE Algorithm. (2021). Zhang, Zhaoyu ; Luo, Man ; Feng, QI. In: Papers. RePEc:arx:papers:2108.10504.

Full description at Econpapers || Download paper

2022Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405.

Full description at Econpapers || Download paper

2022Option Pricing with State-dependent Pricing Kernel. (2021). Huang, Zhuo ; Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2112.05308.

Full description at Econpapers || Download paper

2023Semiparametric Conditional Factor Models: Estimation and Inference. (2021). Wang, Xiaoliang ; Roussanov, Nikolai ; Chen, Qihui. In: Papers. RePEc:arx:papers:2112.07121.

Full description at Econpapers || Download paper

2022Sensitivity to large losses and $\rho$-arbitrage for convex risk measures. (2022). Herdegen, Martin ; Khan, Nazem. In: Papers. RePEc:arx:papers:2202.07610.

Full description at Econpapers || Download paper

2022Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943.

Full description at Econpapers || Download paper

2023Do t-Statistic Hurdles Need to be Raised. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

Full description at Econpapers || Download paper

2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

Full description at Econpapers || Download paper

2022A mean field game approach to equilibrium consumption under external habit formation. (2022). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Papers. RePEc:arx:papers:2206.13341.

Full description at Econpapers || Download paper

2022Misspecification and Weak Identification in Asset Pricing. (2022). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2206.13600.

Full description at Econpapers || Download paper

2022A penalized two-pass regression to predict stock returns with time-varying risk premia. (2022). Scaillet, Olivier ; Guerrier, St'Ephane ; Bakalli, Gaetan. In: Papers. RePEc:arx:papers:2208.00972.

Full description at Econpapers || Download paper

2022Estimation of growth in fund models. (2022). Ruf, Johannes ; Koo, Hyeng Keun ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:2208.02573.

Full description at Econpapers || Download paper

2023Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

Full description at Econpapers || Download paper

2022A Unified Framework for Estimation of High-dimensional Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2209.00391.

Full description at Econpapers || Download paper

2022TechRank. (2022). Mermoud, Alain ; Maillart, Thomas ; Tsesmelis, Michael ; Gillard, S'Ebastien ; Lacube, William ; David, Dimitri Percia ; Mar, Loic ; Mezzetti, Anita. In: Papers. RePEc:arx:papers:2210.07824.

Full description at Econpapers || Download paper

2022Relative growth rate optimization under behavioral criterion. (2022). Xu, Zuo Quan ; Wei, Pengyu ; Peng, Jing. In: Papers. RePEc:arx:papers:2211.05402.

Full description at Econpapers || Download paper

2022Dynamic spending and portfolio decisions with a soft social norm. (2022). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Papers. RePEc:arx:papers:2212.10053.

Full description at Econpapers || Download paper

2023Inflation targeting strategy and its credibility. (2023). Posada, Carlos Esteban. In: Papers. RePEc:arx:papers:2301.11207.

Full description at Econpapers || Download paper

2023Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434.

Full description at Econpapers || Download paper

2023The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

Full description at Econpapers || Download paper

2023Portfolio Optimization Rules beyond the Mean-Variance Approach. (2023). Markov, Vladimir. In: Papers. RePEc:arx:papers:2305.08530.

Full description at Econpapers || Download paper

2023The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

Full description at Econpapers || Download paper

2023Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208.

Full description at Econpapers || Download paper

2023New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025.

Full description at Econpapers || Download paper

2023Kernel-Based Stochastic Learning of Large-Scale Semiparametric Monotone Index Models with an Application to Aging and Household Risk Preference. (2023). Yao, Qingsong. In: Papers. RePEc:arx:papers:2309.06693.

Full description at Econpapers || Download paper

2022International Risk Sharing for Food Staples. (2022). Bradford, Scott ; Ramaswami, Bharat ; Negi, Digvijay Singh . In: Working Papers. RePEc:ash:wpaper:74.

Full description at Econpapers || Download paper

2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

Full description at Econpapers || Download paper

2022Effects of Cross Country Fiscal Interdependence on Multipliers within a Monetary Union.. (2022). Vanessa, Kunzmann. In: Working Papers. RePEc:bav:wpaper:216_kunzmann.

Full description at Econpapers || Download paper

2023The 2021–22 Surge in Inflation. (2023). Uzeda, Luis ; MacGee, James (Jim) ; Kryvtsov, Oleksiy. In: Discussion Papers. RePEc:bca:bocadp:23-3.

Full description at Econpapers || Download paper

2022Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification. (2022). Ottonello, Pablo ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:22-24.

Full description at Econpapers || Download paper

2022House Price Responses to Monetary Policy Surprises: Evidence from the U.S. Listings Data. (2022). Kudlyak, Marianna ; Kryvtsov, Oleksiy ; Gorea, Denis. In: Staff Working Papers. RePEc:bca:bocawp:22-39.

Full description at Econpapers || Download paper

2022Windfall Income Shocks with Finite Planning Horizons. (2022). Boutros, Michael. In: Staff Working Papers. RePEc:bca:bocawp:22-40.

Full description at Econpapers || Download paper

2022The role of central bank communication in inflation-targeting Eastern European emerging economies. (2022). Coco, Alberto ; Ciarlone, Alessio ; Astuti, Valerio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1381_22.

Full description at Econpapers || Download paper

2022Real-time ineuqalities and policies during the pandemic in the US. (2022). Giglioli, Simona ; Fantozzi, Daniela ; Corrado, Luisa. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1396_22.

Full description at Econpapers || Download paper

2023Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations. (2023). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1249.

Full description at Econpapers || Download paper

2022The Conditional Path of Central Bank Asset Purchases. (2022). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Working papers. RePEc:bfr:banfra:885.

Full description at Econpapers || Download paper

2022Q-Monetary Transmission. (2022). Lagos, Ricardo ; Jeenas, Priit. In: Working Papers. RePEc:bge:wpaper:1348.

Full description at Econpapers || Download paper

2023Asymmetric Monetary Policy Tradeoffs. (2023). Sala, Luca ; Gambetti, Luca ; Forni, Mario ; Debortoli, Davide. In: Working Papers. RePEc:bge:wpaper:1404.

Full description at Econpapers || Download paper

2022Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996.

Full description at Econpapers || Download paper

2022Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration. (2022). Levy, Daniel ; Dezhbakhsh, Hashem. In: Working Papers. RePEc:biu:wpaper:2022-02.

Full description at Econpapers || Download paper

2023Timing the factor zoo via deep learning: Evidence from China. (2023). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:485-505.

Full description at Econpapers || Download paper

2022Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385.

Full description at Econpapers || Download paper

2022Firm?specific forecast errors and asymmetric investment propensity. (2022). Tonzer, Lena ; Berner, Julian ; Buchholz, Manuel. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:764-793.

Full description at Econpapers || Download paper

2023Exponential growth bias in the prediction of COVID?19 spread and economic expectation. (2023). Banerjee, Ritwik ; Majumdar, Priyama. In: Economica. RePEc:bla:econom:v:90:y:2023:i:358:p:653-689.

Full description at Econpapers || Download paper

2022How much for a haircut? Illiquidity, secondary markets, and the value of private equity. (2022). Sensoy, Berk A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:501-538.

Full description at Econpapers || Download paper

2022Stock returns and inflation shocks in weaker economic times. (2022). Sun, Licheng ; Stivers, Chris ; Connolly, Robert A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:827-867.

Full description at Econpapers || Download paper

2023Macroeconomic fundamentals and cryptocurrency prices: A common trend approach. (2023). Rodriguez, Ivan ; Zhang, Qianying ; Jiang, Xiaoquan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:181-198.

Full description at Econpapers || Download paper

2023Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95.

Full description at Econpapers || Download paper

2022Shrinking return forecasts. (2022). Wang, Yudong ; Pan, Zhiyuan ; Liu, LI. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:641-661.

Full description at Econpapers || Download paper

2023Anticipation in leisure—Effects on labor?leisure choice. (2023). Monteiro, Goncalo ; Escobarposada, Rolando ; Chatterjee, Bibaswan. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:2:p:384-412.

Full description at Econpapers || Download paper

2022Can technical indicators predict the Chinese equity risk premium?. (2022). Glabadanidis, Paskalis ; Sun, Mingwei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:114-142.

Full description at Econpapers || Download paper

2023Average skewness in global equity markets. (2023). Kirli, Imra ; Gunaydin, Doruk A ; Demirtas, Ozgur K ; Atilgan, Yigit. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:245-271.

Full description at Econpapers || Download paper

2022Organization capital effect in stock returns—The role of R&D. (2022). Lin, Chubin ; Chan, Konan ; Wang, Yanzhi. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:7-8:p:1237-1263.

Full description at Econpapers || Download paper

2022Stock Market and No?Dividend Stocks. (2022). Basak, Suleyman ; Atmaz, Adem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:545-599.

Full description at Econpapers || Download paper

2022Skill, Scale, and Value Creation in the Mutual Fund Industry. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:601-638.

Full description at Econpapers || Download paper

2022Volatility Expectations and Returns. (2022). Muir, Tyler ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1055-1096.

Full description at Econpapers || Download paper

2022Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966.

Full description at Econpapers || Download paper

2022Long?Run Risk: Is It There?. (2022). Matthies, Ben ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1587-1633.

Full description at Econpapers || Download paper

2022Factor Momentum and the Momentum Factor. (2022). Linnainmaa, Juhani T ; Ehsani, Sina. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1877-1919.

Full description at Econpapers || Download paper

2022Presidential Address: Corporate Finance and Reality. (2022). Graham, John R. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:1975-2049.

Full description at Econpapers || Download paper

2022A New Test of Risk Factor Relevance. (2022). Sussman, Abigail B ; Hartzmark, Samuel M ; Chinco, Alex. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2183-2238.

Full description at Econpapers || Download paper

2022Risk?Sharing and the Term Structure of Interest Rates. (2022). Schneider, Andres. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2331-2374.

Full description at Econpapers || Download paper

2022The Price of Higher Order Catastrophe Insurance: The Case of VIX Options. (2022). Yang, Aoxiang ; Eraker, Bjorn. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:6:p:3289-3337.

Full description at Econpapers || Download paper

2023How Risky Are U.S. Corporate Assets?. (2023). Yaron, Amir ; Shaliastovich, Ivan ; Richard, Scott ; Davydiuk, Tetiana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:141-208.

Full description at Econpapers || Download paper

2023International Yield Curves and Currency Puzzles. (2023). Creal, Drew ; Chernov, Mikhail. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:209-245.

Full description at Econpapers || Download paper

2023Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486.

Full description at Econpapers || Download paper

2023Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61.

Full description at Econpapers || Download paper

2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

Full description at Econpapers || Download paper

2023Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543.

Full description at Econpapers || Download paper

2023Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646.

Full description at Econpapers || Download paper

2023Visibility Bias in the Transmission of Consumption Beliefs and Undersaving. (2023). Hirshleifer, David ; Walden, Johan ; Han, Bing. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1647-1704.

Full description at Econpapers || Download paper

2022Portfolio returns and consumption growth covariation in the frequency domain, real economic activity, and expected returns. (2022). Piccotti, Louis R. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:513-549.

Full description at Econpapers || Download paper

2023Sentiment or habits: Why not both?. (2023). Tham, Eric. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:203-215.

Full description at Econpapers || Download paper

2022Currency returns and systematic risk. (2022). Scatimburgo, Pedro ; Ferreira, Alex ; Gonalves, Fernanda. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:6:p:609-647.

Full description at Econpapers || Download paper

2022Foreclosure spillovers and individual well?being: Evidence from the Great Recession. (2022). Makridis, Christos ; Ohlrogge, Michael . In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:122-146.

Full description at Econpapers || Download paper

2022General Doubly Robust Identification and Estimation. (2019). Lewbel, Arthur ; Choi, Jin-Young ; Zhou, Zhuzhu. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1003.

Full description at Econpapers || Download paper

2022Consumption Response Heterogeneity and Dynamics with an Inattention Region. (2022). Boccanfuso, Jeremy. In: Working Papers. RePEc:bol:bodewp:wp1172.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration. (2022). Yasutomo, MURASAWA . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:26:y:2022:i:3:p:387-415:n:4.

Full description at Econpapers || Download paper

2023Controlling chaos in New Keynesian macroeconomics. (2023). Ghosh, Taniya ; Barnett, William ; Paolo, Mattana ; Giovanni, Bella ; Taniya, Ghosh ; Beatrice, Venturi. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:219-236:n:3.

Full description at Econpapers || Download paper

2022MODELING THE DYNAMIC EQUILIBRIUM UNDER THE POLICY OF ADJUSTING THE INTEREST RATE AND TAYLORS RULE OF NATIONAL BANK OF MOLDOVA (NBM). (2022). Vîntu, Denis. In: Management Strategies Journal. RePEc:brc:journl:v:55:y:2022:i:1:p:171-194.

Full description at Econpapers || Download paper

2022The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation. (2022). Rendahl, P ; Lee, H ; Freund, L B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2251.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

John H. Cochrane has edited the books:

YearTitleTypeCited

Works by John H. Cochrane:

YearTitleTypeCited
1989The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives. In: American Economic Review.
[Full Text][Citation analysis]		article130
1988The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 130		paper
2002The Fed and Interest Rates - A High-Frequency Identification In: American Economic Review.
[Full Text][Citation analysis]		article307
2002The Fed and Interest Rates: A High-Frequency Identification.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 307		paper
2005Bond Risk Premia In: American Economic Review.
[Full Text][Citation analysis]		article637
2002Bond Risk Premia.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 637		paper
2013Finance: Function Matters, Not Size In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article32
2013Finance: Function Matters, not Size..(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
1989The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]		article52
2011HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 In: Economic Affairs.
[Citation analysis]		article27
2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article124
2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
[Citation analysis]
This paper has another version. Agregated cites: 124		book
2013Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article6
1991 Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations. In: Journal of Finance.
[Full Text][Citation analysis]		article445
2000Explaining the Poor Performance of Consumption?based Asset Pricing Models In: Journal of Finance.
[Full Text][Citation analysis]		article137
2000Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 137		paper
1999Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 137		paper
2011Presidential Address: Discount Rates In: Journal of Finance.
[Citation analysis]		article613
2014A Mean-Variance Benchmark for Intertemporal Portfolio Theory In: Journal of Finance.
[Full Text][Citation analysis]		article24
2013A Mean-Variance Benchmark for Intertemporal Portfolio Theory.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper14
2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth).(2001) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth).(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2004Two Trees In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper19
2008Two Trees.(2008) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2000The Risk and Return of Venture Capital In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper298
2005The risk and return of venture capital.(2005) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 298		article
2001The Risk and Return of Venture Capital.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 298		paper
2003Where is the Market Going: Uncertain Facts and Novel Theories In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper87
1997Where is the market going? Uncertain facts and novel theories.(1997) In: Economic Perspectives.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87		article
1998Where is the Market Going? Uncertain Facts and Novel Theories.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87		paper
2001Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level. In: Econometrica.
[Citation analysis]		article273
1998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 273		paper
1998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level.(1998) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 273		paper
1994Shocks In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article6
1994Shocks.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
1988Multivariate estimates of the permanent components of GNP and stock prices In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article37
1991A critique of the application of unit root tests In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article164
2014Monetary policy with interest on reserves In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article77
2014Monetary Policy with Interest on Reserves.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77		paper
1991The response of consumption to income: A Cross-Country investigation : by J.Y. Campbell and N.G. Mankiw why test the permanent income hypothesis? In: European Economic Review.
[Full Text][Citation analysis]		article5
2011Understanding policy in the great recession: Some unpleasant fiscal arithmetic In: European Economic Review.
[Full Text][Citation analysis]		article176
2010Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176		paper
1991Volatility tests and efficient markets : A review essay In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article90
1991Volatility Tests and Efficient Markets: A Review Essay.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90		paper
1998What do the VARs mean? Measuring the output effects of monetary policy In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article130
1995What do the VARs Mean?: Measuring the Output Effects of Monetary Policy.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 130		paper
2005Money as stock In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article127
2006International risk sharing is better than you think, or exchange rates are too smooth In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article161
2009Can learnability save new-Keynesian models? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article43
2009Can Learnability Save New-Keynesian Models?.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
1999New facts in finance In: Economic Perspectives.
[Full Text][Citation analysis]		article197
1999New Facts in Finance.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197		paper
1999New Facts in Finance.(1999) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197		paper
1999Portfolio advice of a multifactor world In: Economic Perspectives.
[Full Text][Citation analysis]		article73
1999Portfolio Advice for a Multifactor World.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
1999Portfolio Advice for a Multifactor World.(1999) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2020Strategic Review and Beyond: Rethinking Monetary Policy and Independence In: Review.
[Full Text][Citation analysis]		article1
2007Commentary on \\Macroeconomic implications of changes in the term premium\\ In: Review.
[Full Text][Citation analysis]		article4
1994By force of habit: a consumption-based explanation of aggregate stock market behavior In: Working Papers.
[Citation analysis]		paper2568
1999By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2568		paper
1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2568		paper
1999Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2568		article
1994By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1994) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2568		paper
1990Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics. In: Pennsylvania State - Department of Economics.
[Citation analysis]		paper1
1991Inflation Stabilization in Reforming Socialist Economies : the Myth of the Monetary Overhang. In: Pennsylvania State - Department of Economics.
[Citation analysis]		paper3
1991Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang.(1991) In: Comparative Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2015Conclusions and Solutions In: Book Chapters.
[Full Text][Citation analysis]		chapter0
2012Restoring Sound Economic Policy - Three Views In: Book Chapters.
[Full Text][Citation analysis]		chapter0
2014Toward a Run-free Financial System In: Book Chapters.
[Full Text][Citation analysis]		chapter19
2015A New Structure for U.S. Federal Debt In: Economics Working Papers.
[Full Text][Citation analysis]		paper13
2016The Habit Habit In: Economics Working Papers.
[Full Text][Citation analysis]		paper8
1992Asset Pricing Explorations for Macroeconomics In: NBER Chapters.
[Full Text][Citation analysis]		chapter221
1992Asset Pricing Explorations for Macroeconomics.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 221		paper
1999A Frictionless View of US Inflation In: NBER Chapters.
[Full Text][Citation analysis]		chapter134
1998A Frictionless View of U.S. Inflation.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 134		paper
1998A Frictionless View of U.S. Inflation.(1998) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 134		paper
2017Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound In: NBER Chapters.
[Citation analysis]		chapter33
2009Comment on On the Need for a New Approach to Analyzing Monetary Policy In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2003Two Trees: Asset Price Dynamics Induced by Market Clearing In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2004Two Trees: Asset Price Dynamics Induced by Market Clearing.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2005Financial Markets and the Real Economy In: NBER Working Papers.
[Full Text][Citation analysis]		paper100
2005Financial Markets and the Real Economy.(2005) In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		article
2006The Dog That Did Not Bark: A Defense of Return Predictability In: NBER Working Papers.
[Full Text][Citation analysis]		paper460
2008The Dog That Did Not Bark: A Defense of Return Predictability.(2008) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 460		article
2007Determinacy and Identification with Taylor Rules In: NBER Working Papers.
[Full Text][Citation analysis]		paper333
2007Determinacy and Identification with Taylor Rules.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 333		paper
2011Determinacy and Identification with Taylor Rules.(2011) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 333		article
2011Discount Rates In: NBER Working Papers.
[Full Text][Citation analysis]		paper36
2012Continuous-Time Linear Models In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2012Continuous-Time Linear Models.(2012) In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2013The New-Keynesian Liquidity Trap In: NBER Working Papers.
[Full Text][Citation analysis]		paper31
2016Macro-Finance In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2017Macro-Finance.(2017) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2016Stepping on a Rake: the Fiscal Theory of Monetary Policy In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2019The Fiscal Roots of Inflation In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2022The fiscal root of inflation.(2022) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2019The Value of Government Debt In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
1988A Test of Consumption Insurance In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2019Rethinking Production Under Uncertainty In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2020A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
2022A fiscal theory of monetary policy with partially repaid long-term debt.(2022) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
1988Production Based Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]		paper39
2021Portfolios for Long-Term Investors In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2022Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2022Fiscal Histories In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2022Expectations and the Neutrality of Interest Rates In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
1989Explaining the Variance of Price Dividend Ratios In: NBER Working Papers.
[Full Text][Citation analysis]		paper166
1992Explaining the Variance of Price-Dividend Ratios..(1992) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 166		article
1989Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
1990Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
1992A Cross-Sectional Test of a Production-Based Asset Pricing Model In: NBER Working Papers.
[Full Text][Citation analysis]		paper24
1996Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper202
2000Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.(2000) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 202		article
1998Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.(1998) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 202		paper
2000Money as Stock: Price Level Determination with no Money Demand In: NBER Working Papers.
[Full Text][Citation analysis]		paper43
2001A Rehabilitation of Stochastic Discount Factor Methodology In: NBER Working Papers.
[Full Text][Citation analysis]		paper14
2002Stocks as Money: Convenience Yield and the Tech-Stock Bubble In: NBER Working Papers.
[Full Text][Citation analysis]		paper47
1994Permanent and Transitory Components of GNP and Stock Prices In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article327
2010Introduction In: Introductory Chapters.
[Full Text][Citation analysis]		chapter0
2006Prediction and impulse responses in linear systems (in Russian) In: Quantile.
[Full Text][Citation analysis]		article0
2009Decomposing the Yield Curve In: 2009 Meeting Papers.
[Citation analysis]		paper35
2014Challenges for Cost-Benefit Analysis of Financial Regulation In: The Journal of Legal Studies.
[Full Text][Citation analysis]		article19
2015The Fragile Benefits of Endowment Destruction In: Journal of Political Economy.
[Full Text][Citation analysis]		article0
1995Time-Consistent Health Insurance. In: Journal of Political Economy.
[Full Text][Citation analysis]		article109
1996A Cross-Sectional Test of an Investment-Based Asset Pricing Model. In: Journal of Political Economy.
[Full Text][Citation analysis]		article397
2001Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias In: Journal of Political Economy.
[Full Text][Citation analysis]		article2
1988How Big Is the Random Walk in GNP? In: Journal of Political Economy.
[Full Text][Citation analysis]		article653
1991A Simple Test of Consumption Insurance. In: Journal of Political Economy.
[Full Text][Citation analysis]		article606

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team